Lynas Rare Earths Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.24% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1563 | 12.19 | |
| 0.0311 | 17.38 | |
| 0.9436 | 658.51 | |
| 0.0452 | 10.47 |
Estimation Period:
Jan 2, 1996 to Feb 6, 2026
Jan 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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